VP Quantitative Analyst - Execution Algo & Microstructure Research

Citi; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Citi's APAC Market Quantitative Analysis group is seeking a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region.

This is a specialist quantitative role that sits at the intersection of market microstructure research and execution algorithm development, requiring the ability to generate meaningful, actionable insights from environments characterized by low signal-to-noise ratios.

Qualifications

• PhD or Master’s in Mathematics, Statistics, Physics, Computer Science, or related field.
• Expert-level KDB/Q for tick-level market data analysis.
• Proficient Python with scientific stack for modelling and pipelines.
• 7+ years in execution algorithm / quantitative research for electronic trading.
• Adherence to development standards and governance processes.

Responsibilities

• Support Citi's Cash Equities business across the Asia-Pacific region.
• Contribute across the full research lifecycle from ideation to delivery of solutions.
• Deliver statistically sound insights and robust research code.
• Follow structured development standards and governance processes.

Skills

Python programming

Statistical analysis

Data analysis

APAC market knowledge

Education

PhD or Master's in a quantitative field

Tools

KDB/Q

Python (scientific stack)

Job description

Citi's APAC Market Quantitative Analysis group is seeking a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region. This is a specialist quantitative role that sits at the intersection of market microstructure research and execution algorithm development, requiring the ability to generate meaningful, actionable insights from environments characterized by low signal-to-noise ratios.

The successful candidate will be expected to contribute across the full research lifecycle — from the initial conception and ideation of analytical problems, through rigorous data analysis, to the delivery of statistically sound solutions. The role demands both intellectual curiosity and the discipline to apply formal statistical methodology in settings where signal extraction is inherently difficult and where the cost of error is material.

Requirements

• PhD or Masters degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a closely related field.
• Proficiency in KDB/Q as a primary tool for the storage, retrieval, and analysis of high-frequency market data, including time-series joins, aggregations, and custom analytics on tick-level order book and trade data.
• Expert-level Python for statistical research and data analysis, including use of the scientific Python stack for modelling, simulation, and the construction of analytical research pipelines.
• Substantive knowledge of the microstructure idiosyncrasies of APAC equity markets, including an appreciation of how market structure differences across the region influence execution behavior, algo performance, and the interpretation of empirical findings.
• A minimum of 7 years of professional experience working within an execution algorithm setting, with a track record of contributing to quantitative research and analysis in support of institutional electronic trading.
• Demonstrated ability to follow structured development standards and best practices, including the production of clean, well-documented research code and adherence to internal review and model governance processes.

Job Family Group

Institutional Trading

Job Family

Quantitative Analysis

Time Type

Full time

Most Relevant Skills

Please see the requirements listed above.

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